+189.0%
NEM vs BAM
+71.9%
+117.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.2% |
| 7D | +3.9% | -1.6% | +5.4% | +4.3% |
| 30D | +12.7% | -6.0% | +18.7% | +14.5% |
| 3M | +28.7% | +7.3% | +21.3% | +26.0% |
| 6M | +9.8% | +8.2% | +1.6% | +7.3% |
| YTD | +28.1% | -3.8% | +31.9% | +28.4% |
| 1Y | +69.3% | -10.7% | +80.1% | +72.2% |
| 3Y | +247.7% | +55.3% | +192.3% | +191.4% |
| All | +189.0% | +71.9% | +117.1% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling